@ledgerhq/live-countervalues 0.1.0

package/lib-es/api/api.js

@@ -0,0 +1,77 @@
+var __awaiter = (this && this.__awaiter) || function (thisArg, _arguments, P, generator) {
+    function adopt(value) { return value instanceof P ? value : new P(function (resolve) { resolve(value); }); }
+    return new (P || (P = Promise))(function (resolve, reject) {
+        function fulfilled(value) { try { step(generator.next(value)); } catch (e) { reject(e); } }
+        function rejected(value) { try { step(generator["throw"](value)); } catch (e) { reject(e); } }
+        function step(result) { result.done ? resolve(result.value) : adopt(result.value).then(fulfilled, rejected); }
+        step((generator = generator.apply(thisArg, _arguments || [])).next());
+    });
+};
+import network from "@ledgerhq/live-network/network";
+import URL from "url";
+import { getEnv } from "@ledgerhq/live-env";
+import { promiseAllBatched } from "@ledgerhq/live-promise";
+import { formatPerGranularity, inferCurrencyAPIID } from "../helpers";
+const baseURL = () => getEnv("LEDGER_COUNTERVALUES_API");
+const LATEST_CHUNK = 50;
+const api = {
+    fetchHistorical: (granularity, { from, to, startDate }) => __awaiter(void 0, void 0, void 0, function* () {
+        const format = formatPerGranularity[granularity];
+        const url = URL.format({
+            pathname: `${baseURL()}/v3/historical/${granularity}/simple`,
+            query: {
+                from: inferCurrencyAPIID(from),
+                to: inferCurrencyAPIID(to),
+                start: format(startDate),
+                end: format(new Date()),
+            },
+        });
+        const { data } = yield network({ method: "GET", url });
+        return data;
+    }),
+    fetchLatest: (pairs) => __awaiter(void 0, void 0, void 0, function* () {
+        if (pairs.length === 0)
+            return [];
+        // we group the pairs into chunks (of max LATEST_CHUNK) of the same "to" currency
+        // the batches preserve the ordering of "pairs" so the output returns the result in same orders
+        // we essentially assume that pairs' to's field are not changing / are sorted
+        const batches = []; // array of [froms, to]
+        const first = pairs[0];
+        let batch = [[first.from], first.to];
+        for (let i = 1; i < pairs.length; i++) {
+            const pair = pairs[i];
+            if (pair.to !== batch[1] || batch[0].length >= LATEST_CHUNK) {
+                batches.push(batch);
+                batch = [[pair.from], pair.to];
+            }
+            else {
+                batch[0].push(pair.from);
+            }
+        }
+        batches.push(batch);
+        const all = yield promiseAllBatched(4, batches, ([froms, to]) => __awaiter(void 0, void 0, void 0, function* () {
+            const fromIds = froms.map(inferCurrencyAPIID);
+            const url = URL.format({
+                pathname: `${baseURL()}/v3/spot/simple`,
+                query: {
+                    to: inferCurrencyAPIID(to),
+                    froms: fromIds.join(","),
+                },
+            });
+            const { data } = yield network({ method: "GET", url });
+            // backend returns an object with keys being the froms
+            return fromIds.map(id => data[id] || 0);
+        }));
+        const data = all.flat();
+        return data;
+    }),
+    fetchIdsSortedByMarketcap: () => __awaiter(void 0, void 0, void 0, function* () {
+        const { data } = yield network({
+            method: "GET",
+            url: `${baseURL()}/v3/currencies/supported`,
+        });
+        return data;
+    }),
+};
+export default api;
+//# sourceMappingURL=api.js.map

package/lib-es/api/api.js.map

@@ -0,0 +1 @@
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package/lib-es/api/api.mock.d.ts

@@ -0,0 +1,4 @@
+import type { CounterValuesAPI } from "../types";
+declare const api: CounterValuesAPI;
+export default api;
+//# sourceMappingURL=api.mock.d.ts.map

package/lib-es/api/api.mock.d.ts.map

@@ -0,0 +1 @@
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package/lib-es/api/api.mock.js

@@ -0,0 +1,98 @@
+import { getEnv } from "@ledgerhq/live-env";
+import { getBTCValues, BTCtoUSD, referenceSnapshotDate } from "../mock";
+import { formatPerGranularity } from "../helpers";
+import Prando from "prando";
+import { findCurrencyByTicker } from "@ledgerhq/coin-framework/currencies/index";
+const DAY = 24 * 60 * 60 * 1000;
+function btcTrend(t) {
+    const daysSinceGenesis = (t - 1230937200000) / DAY;
+    return Math.pow(daysSinceGenesis / 693, 5.526);
+}
+const randomCache = {};
+function fromToRandom(id) {
+    if (randomCache[id])
+        return randomCache[id];
+    return (randomCache[id] = new Prando(getEnv("MOCK") + id).next());
+}
+function temporalFactor(from, to, maybeDate) {
+    const t = (maybeDate || new Date()).getTime();
+    const r = fromToRandom(from); // make it varies between rates...
+    const wave1 = Math.cos(r * 0.5 + t / (200 * DAY * (0.5 + 0.5 * r)));
+    // long term wave
+    const wave2 = Math.sin(r + t / (30 * DAY)); // short term wave
+    const wave3 = // random market perturbation
+     Math.max(0, Math.sin(t / (66 * DAY))) *
+        Math.cos(wave2 + Math.cos(r) + t / (3 * DAY * (1 - 0.1 * r)));
+    // This is essentially randomness!
+    if (maybeDate && Math.cos(7 * r + t * 0.1) > 0.9 + 0.1 * r) {
+        return 0; // intentionally set a GAP into the data
+    }
+    const res = (0.2 - 0.2 * r * r) * wave1 +
+        (0.1 + 0.05 * Math.sin(r)) * wave2 +
+        0.05 * wave3 +
+        btcTrend(t) / btcTrend(referenceSnapshotDate.getTime());
+    return Math.max(0, res);
+}
+function rate(from, to, date) {
+    const asBTC = getBTCValues()[from];
+    if (!asBTC)
+        return;
+    if (to === "BTC") {
+        return asBTC * temporalFactor(from, to, date);
+    }
+    if (to === "USD") {
+        return asBTC * BTCtoUSD * temporalFactor(from, to, date);
+    }
+    if (from === "BTC") {
+        const r = rate(to, from, date);
+        if (!r)
+            return;
+        return 1 / r;
+    }
+    const btcTO = rate("BTC", to, date);
+    if (btcTO) {
+        return asBTC * btcTO * temporalFactor(from, to, date);
+    }
+}
+const increment = {
+    daily: DAY,
+    hourly: 60 * 60 * 1000,
+};
+function getIds() {
+    const ids = [];
+    for (const k in getBTCValues()) {
+        const c = findCurrencyByTicker(k);
+        if (c && (c.type == "CryptoCurrency" || c.type == "TokenCurrency")) {
+            ids.push(c.id);
+        }
+    }
+    return ids;
+}
+function getDates(granularity, start) {
+    const array = [];
+    const f = formatPerGranularity[granularity];
+    const incr = increment[granularity];
+    const initial = new Date(f(start || new Date())).getTime();
+    const now = Date.now();
+    for (let t = initial; t < now; t += incr) {
+        array.push(new Date(t));
+    }
+    return array;
+}
+const api = {
+    fetchHistorical: (granularity, { from, to, startDate }) => {
+        const r = {};
+        const f = formatPerGranularity[granularity];
+        getDates(granularity, startDate).forEach(date => {
+            const v = rate(from.ticker, to.ticker, date);
+            if (v) {
+                r[f(date)] = v;
+            }
+        });
+        return Promise.resolve(r);
+    },
+    fetchLatest: pairs => Promise.resolve(pairs.map(({ from, to }) => rate(from.ticker, to.ticker))),
+    fetchIdsSortedByMarketcap: () => Promise.resolve(getIds()),
+};
+export default api;
+//# sourceMappingURL=api.mock.js.map

package/lib-es/api/api.mock.js.map

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package/lib-es/api/index.d.ts

@@ -0,0 +1,4 @@
+import type { CounterValuesAPI } from "../types";
+declare const api: CounterValuesAPI;
+export default api;
+//# sourceMappingURL=index.d.ts.map

package/lib-es/api/index.d.ts.map

@@ -0,0 +1 @@
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package/lib-es/api/index.js

@@ -0,0 +1,14 @@
+import { getEnv } from "@ledgerhq/live-env";
+import prodAPI from "./api";
+import mockAPI from "./api.mock";
+const api = {
+    fetchHistorical: (granularity, pair) => getEnv("MOCK_COUNTERVALUES")
+        ? mockAPI.fetchHistorical(granularity, pair)
+        : prodAPI.fetchHistorical(granularity, pair),
+    fetchLatest: pairs => getEnv("MOCK_COUNTERVALUES") ? mockAPI.fetchLatest(pairs) : prodAPI.fetchLatest(pairs),
+    fetchIdsSortedByMarketcap: () => getEnv("MOCK_COUNTERVALUES")
+        ? mockAPI.fetchIdsSortedByMarketcap()
+        : prodAPI.fetchIdsSortedByMarketcap(),
+};
+export default api;
+//# sourceMappingURL=index.js.map

package/lib-es/api/index.js.map

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package/lib-es/helpers.d.ts

@@ -0,0 +1,31 @@
+import { Currency } from "@ledgerhq/types-cryptoassets";
+import type { RateGranularity } from "./types";
+export declare const inferCurrencyAPIID: (currency: Currency) => string;
+export declare const incrementPerGranularity: Record<RateGranularity, number>;
+export declare const datapointLimits: Record<RateGranularity, number>;
+/**
+ * efficient implementation of YYYY-MM-DD formatter
+ * @memberof countervalue
+ */
+export declare const formatCounterValueDay: (d: Date) => string;
+/**
+ * efficient implementation of YYYY-MM-DDTHH formatter
+ * @memberof countervalue
+ */
+export declare const formatCounterValueHour: (d: Date) => string;
+/**
+ * full version of formatCounterValue*
+ */
+export declare const formatCounterValueHashes: (d: Date) => {
+    iso: string;
+    day: string;
+    hour: string;
+};
+export declare const parseFormattedDate: (str: string) => Date;
+export declare const formatPerGranularity: Record<RateGranularity, (arg0: Date) => string>;
+export declare function pairId({ from, to }: {
+    from: Currency;
+    to: Currency;
+}): string;
+export declare function magFromTo(from: Currency, to: Currency): number;
+//# sourceMappingURL=helpers.d.ts.map

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package/lib-es/helpers.js

@@ -0,0 +1,67 @@
+export const inferCurrencyAPIID = (currency) => {
+    switch (currency.type) {
+        case "FiatCurrency": {
+            return currency.ticker;
+        }
+        case "CryptoCurrency":
+        case "TokenCurrency": {
+            return currency.id;
+        }
+    }
+};
+const HOUR = 60 * 60 * 1000;
+const DAY = 24 * HOUR;
+export const incrementPerGranularity = {
+    daily: DAY,
+    hourly: HOUR,
+};
+export const datapointLimits = {
+    daily: 9999 * DAY,
+    hourly: 7 * DAY, // we fetch at MOST a week of hourly. after that there are too much data...
+};
+/**
+ * efficient implementation of YYYY-MM-DD formatter
+ * @memberof countervalue
+ */
+export const formatCounterValueDay = (d) => d.toISOString().slice(0, 10);
+/**
+ * efficient implementation of YYYY-MM-DDTHH formatter
+ * @memberof countervalue
+ */
+export const formatCounterValueHour = (d) => d.toISOString().slice(0, 13);
+/**
+ * full version of formatCounterValue*
+ */
+export const formatCounterValueHashes = (d) => {
+    const iso = d.toISOString();
+    return {
+        iso,
+        day: iso.slice(0, 10),
+        hour: iso.slice(0, 13),
+    };
+};
+export const parseFormattedDate = (str) => {
+    let full = str;
+    switch (str.length) {
+        case 10:
+            full += "T00:00";
+            break;
+        case 13:
+            full += ":00";
+            break;
+    }
+    full += ":00.000Z";
+    return new Date(full);
+};
+export const formatPerGranularity = {
+    daily: formatCounterValueDay,
+    hourly: formatCounterValueHour,
+};
+// a hash function used to identify a pair of currencies, internal use only (not used for the API)
+export function pairId({ from, to }) {
+    return `${inferCurrencyAPIID(to)} ${inferCurrencyAPIID(from)}`;
+}
+export function magFromTo(from, to) {
+    return Math.pow(10, (to.units[0].magnitude - from.units[0].magnitude));
+}
+//# sourceMappingURL=helpers.js.map

package/lib-es/helpers.js.map

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package/lib-es/logic.d.ts

@@ -0,0 +1,40 @@
+import type { CounterValuesState, CounterValuesStateRaw, CountervaluesSettings, TrackingPair, PairRateMapCache } from "./types";
+import type { Account } from "@ledgerhq/types-live";
+import type { Currency } from "@ledgerhq/types-cryptoassets";
+export declare function exportCountervalues({ data, status }: CounterValuesState): CounterValuesStateRaw;
+export declare function importCountervalues({ status, ...rest }: CounterValuesStateRaw, settings: CountervaluesSettings): CounterValuesState;
+export declare function inferTrackingPairForAccounts(accounts: Account[], countervalue: Currency): TrackingPair[];
+/**
+ * yield the ids of the tracking pairs as stored in the database
+ */
+export declare function trackingPairIds(trackingPairs: TrackingPair[]): string[];
+export declare const initialState: CounterValuesState;
+export declare function loadCountervalues(state: CounterValuesState, settings: CountervaluesSettings): Promise<CounterValuesState>;
+export declare function lenseRateMap(state: CounterValuesState, pair: {
+    from: Currency;
+    to: Currency;
+}): PairRateMapCache | null | undefined;
+export declare function lenseRate({ stats, fallback, map }: PairRateMapCache, query: {
+    from: Currency;
+    to: Currency;
+    date?: Date | null | undefined;
+}): number | null | undefined;
+export declare function calculate(state: CounterValuesState, initialQuery: {
+    value: number;
+    from: Currency;
+    to: Currency;
+    disableRounding?: boolean;
+    date?: Date | null | undefined;
+    reverse?: boolean;
+}): number | null | undefined;
+export declare function calculateMany(state: CounterValuesState, dataPoints: Array<{
+    value: number;
+    date: Date | null | undefined;
+}>, initialQuery: {
+    from: Currency;
+    to: Currency;
+    disableRounding?: boolean;
+    reverse?: boolean;
+}): Array<number | null | undefined>;
+export declare function resolveTrackingPairs(pairs: TrackingPair[]): TrackingPair[];
+//# sourceMappingURL=logic.d.ts.map

package/lib-es/logic.d.ts.map

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package/lib-es/logic.integration.test.d.ts

@@ -0,0 +1,2 @@
+export {};
+//# sourceMappingURL=logic.integration.test.d.ts.map

package/lib-es/logic.integration.test.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"logic.integration.test.d.ts","sourceRoot":"","sources":["../src/logic.integration.test.ts"],"names":[],"mappings":""}

package/lib-es/logic.integration.test.js

@@ -0,0 +1,186 @@
+var __awaiter = (this && this.__awaiter) || function (thisArg, _arguments, P, generator) {
+    function adopt(value) { return value instanceof P ? value : new P(function (resolve) { resolve(value); }); }
+    return new (P || (P = Promise))(function (resolve, reject) {
+        function fulfilled(value) { try { step(generator.next(value)); } catch (e) { reject(e); } }
+        function rejected(value) { try { step(generator["throw"](value)); } catch (e) { reject(e); } }
+        function step(result) { result.done ? resolve(result.value) : adopt(result.value).then(fulfilled, rejected); }
+        step((generator = generator.apply(thisArg, _arguments || [])).next());
+    });
+};
+import { initialState, loadCountervalues, calculate, exportCountervalues, importCountervalues, } from "./logic";
+import { findCurrencyByTicker } from "@ledgerhq/coin-framework/currencies/index";
+import { getFiatCurrencyByTicker, getCryptoCurrencyById, getTokenById, } from "@ledgerhq/cryptoassets";
+import { getBTCValues } from "./mock";
+import Prando from "prando";
+import api from "./api";
+import { setEnv } from "@ledgerhq/live-env";
+const value = "ll-ci/0.0.0";
+setEnv("LEDGER_CLIENT_VERSION", value);
+const ethereum = getCryptoCurrencyById("ethereum");
+const bitcoin = getCryptoCurrencyById("bitcoin");
+const usd = getFiatCurrencyByTicker("USD");
+const now = Date.now();
+const DAY = 24 * 60 * 60 * 1000;
+jest.setTimeout(60000);
+describe("API sanity", () => {
+    test("recent days have rate for BTC USD", () => __awaiter(void 0, void 0, void 0, function* () {
+        const state = yield loadCountervalues(initialState, {
+            trackingPairs: [
+                {
+                    from: bitcoin,
+                    to: usd,
+                    startDate: new Date(now - 200 * DAY),
+                },
+            ],
+            autofillGaps: false,
+            disableAutoRecoverErrors: true,
+        });
+        for (let i = 0; i < 7; i++) {
+            const value = calculate(state, {
+                date: new Date(now - i * DAY),
+                disableRounding: true,
+                from: bitcoin,
+                to: usd,
+                value: 1000000,
+            });
+            expect(value).toBeDefined();
+        }
+    }));
+    test("recent days have different rates for BTC USD", () => __awaiter(void 0, void 0, void 0, function* () {
+        const state = yield loadCountervalues(initialState, {
+            trackingPairs: [
+                {
+                    from: bitcoin,
+                    to: usd,
+                    startDate: new Date(now - 200 * DAY),
+                },
+            ],
+            autofillGaps: true,
+            disableAutoRecoverErrors: true,
+        });
+        const currentValue = calculate(state, {
+            disableRounding: true,
+            from: bitcoin,
+            to: usd,
+            value: 1000000,
+        });
+        for (let i = 1; i < 7; i++) {
+            const value = calculate(state, {
+                date: new Date(now - i * DAY),
+                disableRounding: true,
+                from: bitcoin,
+                to: usd,
+                value: 1000000,
+            });
+            expect(value).not.toEqual(currentValue);
+        }
+    }));
+});
+describe("extreme cases", () => {
+    const universe = Object.keys(getBTCValues())
+        .filter(t => t !== "USD")
+        .map(findCurrencyByTicker)
+        .filter(Boolean);
+    universe.sort((a, b) => a.ticker.localeCompare(b.ticker));
+    const prando = new Prando("orderingrng");
+    const sampleCount = Math.min(120, universe.length);
+    const i = prando.nextInt(0, universe.length - sampleCount);
+    const currencies = universe.slice(i, i + sampleCount);
+    test("all tickers against USD", () => __awaiter(void 0, void 0, void 0, function* () {
+        const state = yield loadCountervalues(initialState, {
+            trackingPairs: currencies.map(from => ({
+                from,
+                to: usd,
+                startDate: new Date(),
+            })),
+            autofillGaps: true,
+            disableAutoRecoverErrors: true,
+        });
+        const currenciesWithCVs = currencies
+            .map(from => calculate(state, {
+            date: new Date(),
+            from,
+            to: usd,
+            value: 1000000,
+        }))
+            .filter(v => v && v > 0);
+        expect(currenciesWithCVs.length).toBeGreaterThan(0);
+    }));
+    test("all tickers against BTC", () => __awaiter(void 0, void 0, void 0, function* () {
+        const state = yield loadCountervalues(initialState, {
+            trackingPairs: currencies.map(from => ({
+                from,
+                to: bitcoin,
+                startDate: new Date(),
+            })),
+            autofillGaps: true,
+            disableAutoRecoverErrors: true,
+        });
+        const currenciesWithCVs = currencies
+            .map(from => calculate(state, {
+            date: new Date(),
+            from,
+            to: bitcoin,
+            value: 1000000,
+        }))
+            .filter(v => v && v > 0);
+        expect(currenciesWithCVs.length).toBeGreaterThan(0);
+    }));
+});
+describe("WETH rules", () => {
+    // this test is created to confirm the recent removal of weth/eth specific management is still functional in v3 context
+    test("ethereum WETH have countervalues", () => __awaiter(void 0, void 0, void 0, function* () {
+        const weth = getTokenById("ethereum/erc20/weth");
+        const state = yield loadCountervalues(initialState, {
+            trackingPairs: [
+                {
+                    from: weth,
+                    to: usd,
+                    startDate: new Date(now - 10 * DAY),
+                },
+            ],
+            autofillGaps: true,
+            disableAutoRecoverErrors: true,
+        });
+        const value = calculate(state, {
+            disableRounding: true,
+            from: weth,
+            to: usd,
+            value: 1000000,
+        });
+        expect(value).toBeGreaterThan(0);
+    }));
+});
+test("fetchIdsSortedByMarketcap", () => __awaiter(void 0, void 0, void 0, function* () {
+    const ids = yield api.fetchIdsSortedByMarketcap();
+    expect(ids).toContain("bitcoin");
+}));
+test("export and import it back", () => __awaiter(void 0, void 0, void 0, function* () {
+    const settings = {
+        trackingPairs: [
+            {
+                from: bitcoin,
+                to: usd,
+                startDate: new Date(now - 10 * DAY),
+            },
+            {
+                from: ethereum,
+                to: usd,
+                startDate: new Date(now - 100 * DAY),
+            },
+        ],
+        autofillGaps: true,
+        disableAutoRecoverErrors: true,
+    };
+    const state = yield loadCountervalues(initialState, settings);
+    const exported = exportCountervalues(state);
+    const imported = importCountervalues(exported, settings);
+    expect(imported).toEqual(state);
+}));
+describe("API specific unit tests", () => {
+    test("fetchLatest with empty pairs", () => __awaiter(void 0, void 0, void 0, function* () {
+        const rates = yield api.fetchLatest([]);
+        expect(rates).toEqual([]);
+    }));
+});
+//# sourceMappingURL=logic.integration.test.js.map

package/lib-es/logic.integration.test.js.map

@@ -0,0 +1 @@
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